• Stress Testing the Enterprise Sector's Bank Debt - a Micro Approach 

      Bernhardsen, Eivind; Syversten, Bjørne Dyre H. (Staff Memo;5/2008, Working paper, 2008)
      This paper describes Norges Bank’s micro stress testing framework for assessing the Norwegian banking sector’s losses on loans to the non-financial enterprise sector. Using projected macro variables and a stock-flow approach, ...